+113.7%
SLV vs GH
+43.1%
+70.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.3% |
| 7D | +5.6% | -7.0% | +12.6% | +6.1% |
| 30D | -12.1% | -5.2% | -6.9% | -11.9% |
| 3M | -16.3% | -5.8% | -10.5% | -16.1% |
| 6M | -34.1% | +65.9% | -100.0% | -36.5% |
| YTD | -25.3% | +55.5% | -80.7% | -27.9% |
| 1Y | +9.6% | +64.2% | -54.6% | +5.3% |
| 3Y | +132.7% | +606.0% | -473.4% | +103.7% |
| 5Y | +113.7% | +47.3% | +66.4% | +95.7% |
| All | +113.7% | +43.1% | +70.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling